Intertemporal hedging and trade in repeated games with recursive utility
Year of publication: |
2023
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Authors: | Kochov, Asen ; Song, Yangwei |
Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - Chichester : Wiley-Blackwell, ISSN 1468-0262, ZDB-ID 1477253-X. - Vol. 91.2023, 6, p. 2333-2369
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Subject: | Correlation aversion | endogenous discounting | folk theorem | intertemporal trade | Hedging | Intertemporale Entscheidung | Intertemporal choice | Wiederholte Spiele | Repeated games | Diskontierung | Discounting | Intertemporale Allokation | Intertemporal allocation | Spieltheorie | Game theory | Folk-Theorem | Folk theorem |
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